+5,062.8%
CRM vs PLD
+679.5%
+4,383.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.0% | +1.3% | +0.6% | +1.4% |
| 30D | -7.7% | -1.4% | -6.3% | -7.3% |
| 3M | +8.4% | -8.2% | +16.5% | +11.9% |
| 6M | +31.9% | -8.0% | +39.9% | +35.5% |
| YTD | -17.2% | +3.2% | -20.4% | -19.6% |
| 1Y | -8.6% | +7.0% | -15.7% | -12.7% |
| 3Y | +3.1% | +38.3% | -35.2% | -14.0% |
| 5Y | -27.6% | +0.2% | -27.8% | -31.3% |
| 10Y | +197.6% | +268.3% | -70.7% | +61.6% |
| All | +5,062.8% | +679.5% | +4,383.2% | +1,461.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling